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ShengJun Fan

Identifiers

  • name variant ShengJun Fan 0.60 · backfill

Papers (16)

  1. On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions math.PR · 2019 · author #1
  2. Existence and uniqueness of solution to scalar BSDEs with $L\exp\left(\mu\sqrt{2\log(1+L)}\right)$-integrable terminal values: the critical case math.PR · 2019 · author #1
  3. $L^1$ solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions math.PR · 2017 · author #1
  4. Existence, uniqueness and stability of $L^1$ solutions for multidimensional BSDEs with generators of one-sided Osgood type math.PR · 2017 · author #1
  5. $L^1$ solutions to one-dimensional BSDEs with sublinear growth generators in $z$ math.PR · 2017 · author #1
  6. Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs math.PR · 2017 · author #2
  7. A representation theorem for generators of BSDEs with general growth generators in $y$ and its applications math.PR · 2017 · author #2
  8. $L^p\ (p>1)$ solutions of BSDEs with generators satisfying some non-uniform conditions in $t$ and $\omega$ math.PR · 2016 · author #3
  9. Existence, uniqueness and approximation for $L^p$ solutions of reflected BSDEs under weaker assumptions math.PR · 2015 · author #1
  10. Bounded solutions, $L^p (p>1)$ solutions and $L^1$ solutions for one-dimensional BSDEs under general assumptions math.PR · 2015 · author #1
  11. $L^p$ solutions of multidimensional BSDEs with weak monotonicity and general growth generators math.PR · 2014 · author #1
  12. $L^p$ solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients math.PR · 2014 · author #1
  13. A general existence and uniqueness result on multidimensional BSDEs math.PR · 2014 · author #2
  14. $L^p$ solutions of BSDEs with a new kind of non-Lipschitz coefficients math.PR · 2014 · author #1
  15. Multidimensional BSDEs with uniformly continuous generators and general time intervals math.PR · 2013 · author #1
  16. $L^p$ $(p\geq 1)$ solutions of multidimensional BSDEs with monotone generators in general time intervals math.PR · 2013 · author #2

Mentions

  • 1510.08587 #1 · backfill · confidence 0.70 ShengJun Fan
  • 1508.02501 #1 · backfill · confidence 0.70 ShengJun Fan
  • 1403.5005 #1 · backfill · confidence 0.70 ShengJun Fan
  • 1403.1379 #1 · backfill · confidence 0.70 ShengJun Fan
  • 1402.6777 #2 · backfill · confidence 0.70 ShengJun Fan
  • 1402.6773 #1 · backfill · confidence 0.70 ShengJun Fan
  • 1312.0755 #1 · backfill · confidence 0.70 ShengJun Fan
  • 1309.7123 #2 · backfill · confidence 0.70 ShengJun Fan

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